+42.5%
OVV vs ARMK
+131.1%
-88.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -2.3% |
| 7D | -10.7% | +0.9% | -11.7% | -11.3% |
| 30D | -5.3% | -0.4% | -4.9% | -5.5% |
| 3M | +2.4% | -2.0% | +4.4% | +2.4% |
| 6M | +5.7% | +22.0% | -16.3% | -7.2% |
| YTD | +56.8% | +49.6% | +7.2% | +21.1% |
| 1Y | +59.3% | +46.4% | +12.9% | +24.3% |
| 3Y | +49.0% | +103.2% | -54.2% | -6.8% |
| 5Y | +88.1% | +108.1% | -20.0% | +12.6% |
| 10Y | +42.5% | +129.4% | -86.9% | -0.2% |
| All | +42.5% | +131.1% | -88.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling